-7.1%
HAL vs AGNC
+62.2%
-69.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.3% | -4.7% | +1.4% | -1.7% |
| 30D | +8.2% | -5.7% | +13.8% | +10.3% |
| 3M | -9.4% | +1.9% | -11.3% | -10.5% |
| 6M | +0.6% | +1.8% | -1.2% | -0.9% |
| YTD | +28.6% | +3.4% | +25.1% | +25.7% |
| 1Y | +63.9% | +13.6% | +50.3% | +54.0% |
| 3Y | -7.1% | +60.4% | -67.5% | -18.4% |
| All | -7.1% | +62.2% | -69.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling